Zobrazeno 1 - 10
of 186
pro vyhledávání: '"Chenggui Yuan"'
Autor:
Dongbo Li, Benjamin Brough, Jasper W. Rees, Christophe F. D. Coste, Chenggui Yuan, Mike S. Fowler, Steven M. Sait
Publikováno v:
Ecology and Evolution, Vol 14, Iss 7, Pp n/a-n/a (2024)
Abstract Climate change is projected to increase the frequency and intensity of extreme heat events, and may increase humidity levels, leading to coupled thermal and hydric stress. However, how humidity modulates the impacts of heat stress on species
Externí odkaz:
https://doaj.org/article/65d77266aa214793866d27a03dfd26db
Numerical solutions of neutral stochastic functional differential equations with Markovian switching
Publikováno v:
Advances in Difference Equations, Vol 2019, Iss 1, Pp 1-25 (2019)
Abstract Until now, the theories about the convergence analysis, the almost surely and mean square exponential stability of the numerical solution for neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) have been
Externí odkaz:
https://doaj.org/article/26d0fa4cc57a4f9e884edef046e50c77
Publikováno v:
Mathematics, Vol 10, Iss 6, p 866 (2022)
This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Eu
Externí odkaz:
https://doaj.org/article/65a857ef2d014721a682970228d3a9ce
Autor:
Li Tan, Chenggui Yuan
Publikováno v:
Bulletin of Mathematical Sciences, Vol 9, Iss 3, Pp 1950006-1-1950006-32 (2019)
This paper is concerned with strong convergence and almost sure convergence for neutral stochastic differential delay equations under non-globally Lipschitz continuous coefficients. Convergence rates of 𝜃-EM schemes are given for these equations d
Externí odkaz:
https://doaj.org/article/fd778f5e74e243a684fa048c28d0199e
Publikováno v:
Abstract and Applied Analysis, Vol 2013 (2013)
This paper concerns Razumikhin-type theorems on exponential stability of stochastic differential delay equations with Markovian switching, where the modulating Markov chain involves small parameters. The smaller the parameter is, the rapider switchin
Externí odkaz:
https://doaj.org/article/ba06ed7ae53744aeae2332d4f421b62c
Autor:
HUABIN CHEN1 chenhuabin@ncu.edu.cn, CHENGGUI YUAN2 c.yuan@swansea.ac.uk
Publikováno v:
SIAM Journal on Control & Optimization. 2024, Vol. 62 Issue 2, p924-952. 29p.
Publikováno v:
Numerical Algorithms.
Publikováno v:
Stochastic Processes and their Applications. 144:288-311
In this paper, the quadratic transportation cost inequality for SDEs with Dini continuous drift and the W 1 -transportation cost inequality for SDEs with singular coefficients are established via the stability of the Wasserstein distance and relative
Autor:
Shao-Qin Zhang, Chenggui Yuan
Publikováno v:
Journal of Differential Equations. 297:277-319
In this paper, by establishing the localized L p - L q estimate and Sobolev estimates for parabolic partial differential equations with a singular first order term and a Lipschitz first order term, a new Zvonkin-type transformation is given for stoch